+6.7%
INCY vs USHY
+49.7%
-43.0%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -1.6% |
| 7D | -3.7% | -0.7% | -3.0% | -2.8% |
| 30D | +1.8% | -0.5% | +2.4% | +2.5% |
| 3M | +17.0% | +0.5% | +16.5% | +16.3% |
| 6M | +28.4% | +1.5% | +26.9% | +26.2% |
| YTD | +24.8% | +1.7% | +23.1% | +22.5% |
| 1Y | +42.9% | +3.5% | +39.4% | +37.5% |
| 3Y | +92.7% | +27.2% | +65.5% | +47.6% |
| 5Y | +73.3% | +21.0% | +52.4% | +41.7% |
| All | +6.7% | +49.7% | -43.0% | -36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded USHY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling